+390.7%
ZS vs JBL
+991.6%
-600.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | -9.2% | +4.4% | -13.6% | -10.5% |
| 30D | -4.0% | -8.4% | +4.5% | -1.4% |
| 3M | +25.3% | -14.2% | +39.5% | +30.3% |
| 6M | -1.3% | +29.6% | -30.9% | -13.4% |
| YTD | -28.0% | +37.1% | -65.1% | -38.8% |
| 1Y | -42.5% | +49.5% | -92.0% | -53.2% |
| 3Y | +0.7% | +192.7% | -191.9% | -41.2% |
| 5Y | -42.3% | +411.3% | -453.6% | -73.3% |
| All | +390.7% | +991.6% | -600.9% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JBL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling